Table of Contents: Stochastic processes and applications to mathematical finance

Bibliographic Details
Corporate Authors:	Ritsumeikan International Symposium Ritsumeikan Daigaku, Japan), ProQuest (Firm)
Other Authors:	Akahori, Jiro., Ogawa, Shigeyoshi., Watanabe, Shinzo, 1935-
Format:	Electronic Conference Proceeding eBook
Language:	English
Published:	Singapore ; Hackensack, NJ : World Scientific, c2006.
Subjects:	Finance > Mathematical models > Congresses. Stochastic processes > Congresses. Electronic books.
Online Access:	Click to View

Table of Contents:

Preface
Program
Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino
Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski
A large trader-insider model / A. Kohatsu-Higa and A. Sulem
[GLP & MEMM] pricing models and related problems / Y. Miyahara
Topics related to gamma processes / M. Yamazato
On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada
Martingale representation theorem and chaos expansion / S. Watanabe.